1. No, not unless you'd like to safely uninstall them at some stage. The space they occupy is only around 600Mb (it is on mine), so best left alone.
2. They will come individually, in a certain order, sometimes many in one go. You always have the option to uncheck ones you'd rather download/install later, but best to install the recommended/critical ones as soon as possible, in sequence offered & in the fewest visits as possible. G